Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems
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Publication:5266725
DOI10.1109/TAC.2003.817938zbMath1364.49042MaRDI QIDQ5266725
E. F. Tuesta, Oswaldo L. V. Costa
Publication date: 20 June 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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